liftLRD: Wavelet Lifting Estimators of the Hurst Exponent for Regularly and Irregularly Sampled Time Series
Version 1.0-5

Implementations of Hurst exponent estimators based on the relationship between wavelet lifting scales and wavelet energy.

Package details

AuthorMarina Knight [aut], Guy Nason [ctb], Matt Nunes [aut, cre]
Date of publication2016-09-07 14:41:36
MaintainerMatt Nunes <>
Package repositoryView on CRAN
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liftLRD documentation built on May 29, 2017, 3:25 p.m.